+415.0%
AMGN vs MTUM
+595.4%
-180.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -1.2% |
| 7D | -13.9% | +1.2% | -15.1% | -14.6% |
| 30D | -7.1% | -1.7% | -5.5% | -6.6% |
| 3M | +13.9% | -0.5% | +14.4% | +12.2% |
| 6M | +3.2% | +22.3% | -19.1% | -10.9% |
| YTD | +19.2% | +21.4% | -2.1% | +3.0% |
| 1Y | +41.1% | +20.0% | +21.1% | +22.5% |
| 3Y | +61.3% | +113.0% | -51.7% | -7.3% |
| 5Y | +109.1% | +77.3% | +31.8% | +33.7% |
| 10Y | +209.4% | +350.5% | -141.0% | -28.0% |
| All | +415.0% | +595.4% | -180.4% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling